+36.3%
DVN vs CME
+17.3%
+19.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +10.4% | +3.9% | +6.4% | +9.4% |
| 30D | -6.7% | +11.3% | -18.0% | -9.2% |
| 3M | +5.6% | +19.6% | -13.9% | +0.7% |
| 6M | +0.7% | +8.1% | -7.4% | -0.1% |
| YTD | +29.6% | +20.4% | +9.2% | +23.9% |
| 1Y | +36.3% | +16.5% | +19.8% | +30.6% |
| All | +36.3% | +17.3% | +19.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling